Results 1 to 3 of 3
-
2018-10-29, 01:04 PM (ISO 8601)
- Join Date
- Jan 2009
chi-square distribution's name history
Why is the chi-square distribution called the "chi-square" distribution?
I know enough about how it's squaring an existent distribution, so the "square" makes sense, but why did they choose "chi"? Was it just arbitrarily choosing a Greek letter? (At one point I hoped it was the last name of a statistician, but kinda doubt it after a bit of study (aka, professors speaking of it & Wikipedia).)
-
2018-10-31, 05:53 PM (ISO 8601)
- Join Date
- Feb 2013
- Location
- USA
- Gender
Re: chi-square distribution's name history
I believe it was just the notation Pearson used when he derived it. So arbitrary selection of a Greek letter as a random variable.
https://stats.stackexchange.com/ques...d-distribution
http://jeff560.tripod.com/c.html
-
2018-11-04, 02:57 PM (ISO 8601)
- Join Date
- Oct 2010
- Location
- Dallas, TX
- Gender
Re: chi-square distribution's name history
It came from Fisher's abbreviation for the exponent in a multivariate Normal distribution. He wrote -½ χ2 instead of -½ xT Σ-1 x.